Question
The price of a European call option that expires in 6 months and has a strike price of $115 is $10.25. The underlying non-dividend-paying stock
The price of a European call option that expires in 6 months and has a strike price of $115 is $10.25. The underlying non-dividend-paying stock price is $115. Risk-free interest rates for all maturities are 4% (continuously compounded). What is the price of a European put option on this stock that expires in 6 months and has a strike price of $115?
put option price is ?
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Options Futures And Other Derivatives
Authors: John C. Hull
8th Edition
0132164949, 9780132164948
